-2.0%
IEF vs SIRI
+59.9%
-61.8%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -7.9% | +0.3% |
| 7D | +0.9% | +22.3% | -21.4% | +0.2% |
| 30D | +3.1% | +26.9% | -23.9% | +2.3% |
| 3M | -1.4% | +9.6% | -11.0% | -1.7% |
| 6M | -1.6% | +27.2% | -28.7% | -2.4% |
| YTD | -2.1% | +72.4% | -74.5% | -3.7% |
| 1Y | -2.0% | +59.9% | -61.9% | -3.6% |
| All | -2.0% | +59.9% | -61.8% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling